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Fix rounding error in replaying swap events #53

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merged 2 commits into from
Nov 23, 2021
Merged

Fix rounding error in replaying swap events #53

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abf791e
update try-error to find and to resolve to the same result as swap …
kafeikui Nov 21, 2021
17088ae
Merge branch 'main' into fix-rounding-error-in-replaying-swap-events
kafeikui Nov 22, 2021
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2 changes: 1 addition & 1 deletion src/core/ConfigurableCorePool.ts
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Original file line number Diff line number Diff line change
Expand Up @@ -254,7 +254,7 @@ export class ConfigurableCorePool implements IConfigurableCorePool, Visitable {
zeroForOne: boolean,
amountSpecified: JSBI,
sqrtPriceLimitX96?: JSBI
): Promise<{ amount0: JSBI; amount1: JSBI }> {
): Promise<{ amount0: JSBI; amount1: JSBI; sqrtPriceX96: JSBI }> {
return Promise.resolve(
this.corePool.querySwap(zeroForOne, amountSpecified, sqrtPriceLimitX96)
);
Expand Down
6 changes: 3 additions & 3 deletions src/core/CorePool.ts
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Original file line number Diff line number Diff line change
Expand Up @@ -186,7 +186,7 @@ export class CorePool {
zeroForOne: boolean,
amountSpecified: JSBI,
sqrtPriceLimitX96?: JSBI
): { amount0: JSBI; amount1: JSBI } {
): { amount0: JSBI; amount1: JSBI; sqrtPriceX96: JSBI } {
return this.handleSwap(
zeroForOne,
amountSpecified,
Expand All @@ -213,7 +213,7 @@ export class CorePool {
amountSpecified: JSBI,
sqrtPriceLimitX96: JSBI | undefined,
isStatic: boolean
): { amount0: JSBI; amount1: JSBI } {
): { amount0: JSBI; amount1: JSBI; sqrtPriceX96: JSBI } {
if (!sqrtPriceLimitX96)
sqrtPriceLimitX96 = zeroForOne
? JSBI.add(TickMath.MIN_SQRT_RATIO, ONE)
Expand Down Expand Up @@ -386,7 +386,7 @@ export class CorePool {
JSBI.subtract(amountSpecified, state.amountSpecifiedRemaining),
];

return { amount0, amount1 };
return { amount0, amount1, sqrtPriceX96: state.sqrtPriceX96 };
}

private checkTicks(tickLower: number, tickUpper: number) {
Expand Down
2 changes: 1 addition & 1 deletion src/interface/ConfigurableCorePool.ts
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Original file line number Diff line number Diff line change
Expand Up @@ -60,7 +60,7 @@ export interface ConfigurableCorePool {
zeroForOne: boolean,
amountSpecified: JSBI,
sqrtPriceLimitX96?: JSBI
): Promise<{ amount0: JSBI; amount1: JSBI }>;
): Promise<{ amount0: JSBI; amount1: JSBI; sqrtPriceX96: JSBI }>;

// user custom PostProcessor will be called after pool state transition finishes
updatePostProcessor(
Expand Down
164 changes: 75 additions & 89 deletions test/ConfigurableCorePool.test.ts
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Original file line number Diff line number Diff line change
Expand Up @@ -102,100 +102,25 @@ describe("Test ConfigurableCorePool", function () {
expect(amount1.toString()).to.eql(param.amount1.toString());
break;
case EventType.SWAP:
let zeroForOne: boolean = JSBI.greaterThan(param.amount0, ZERO)
? true
: false;

// try-error to find `amountSpecified` and `sqrtPriceLimitX96` to resolve to the same result as swap event records
let errArr: Error[] = [];

async function tryWithDryRun(
amountSpecified: JSBI
): Promise<boolean> {
({ amount0, amount1 } = await configurableCorePool.querySwap(
zeroForOne,
amountSpecified
));
let dryRunRes =
JSBI.equal(amount0, param.amount0) &&
JSBI.equal(amount1, param.amount1);

if (!dryRunRes) {
errArr.push(
new Error(
`Result is not match. amount0: ${amount0}, amount1: ${amount1}`
)
);
}
return Promise.resolve(dryRunRes);
}

async function trySwap(
amountSpecified: JSBI,
expectedSqrtPriceX96: JSBI
): Promise<boolean> {
if (
!JSBI.equal(
param.sqrtPriceX96,
configurableCorePool.getCorePool().sqrtPriceX96
)
) {
if (
JSBI.equal(
expectedSqrtPriceX96,
configurableCorePool.getCorePool().sqrtPriceX96
)
) {
({ amount0, amount1 } = await configurableCorePool.swap(
zeroForOne,
amountSpecified
));
} else {
({ amount0, amount1 } = await configurableCorePool.swap(
zeroForOne,
amountSpecified,
expectedSqrtPriceX96
));
}

let res = JSBI.equal(
configurableCorePool.getCorePool().sqrtPriceX96,
(param as SwapEvent).sqrtPriceX96
);

if (!res) {
errArr.push(
new Error(
`Result is not match. actual price: ${
configurableCorePool.getCorePool().sqrtPriceX96
}, expected price: ${
(param as SwapEvent).sqrtPriceX96
}. amount0: ${amount0}, amount1: ${amount1}`
)
);
configurableCorePool.stepBack();
}
return res;
}

let trySwapRes = await tryWithDryRun(param.amount0);
if (trySwapRes) {
let swapRes = await trySwap(param.amount0, param.sqrtPriceX96);
if (swapRes) {
// add AmountSpecified column to swap event database
// await swapEventDB.addAmountSpecified(
// param.id,
// param.amount0.toString()
// );
await tryAndSwap(errArr, param, param.amount0, param.sqrtPriceX96)
)
break;
}
}
trySwapRes = await tryWithDryRun(param.amount1);
if (trySwapRes) {
errArr = [];
let swapRes = await trySwap(param.amount1, param.sqrtPriceX96);
if (swapRes) {
// add AmountSpecified column to swap event database
// await swapEventDB.addAmountSpecified(
// param.id,
// param.amount1.toString()
// );
else if (
await tryAndSwap(errArr, param, param.amount1, param.sqrtPriceX96)
)
break;
}
}
if (await tryAndSwap(errArr, param, param.amount0)) break;
else if (await tryAndSwap(errArr, param, param.amount1)) break;

if (errArr.length != 0) {
console.log(param.id);
Expand All @@ -211,6 +136,67 @@ describe("Test ConfigurableCorePool", function () {
const exhaustiveCheck: never = param;
}
}

async function swapWithDryRun(
errArr: Error[],
param: SwapEvent,
amountSpecified: JSBI,
sqrtPriceLimitX96?: JSBI
): Promise<boolean> {
let zeroForOne: boolean = JSBI.greaterThan(param.amount0, ZERO)
? true
: false;
let { amount0, amount1, sqrtPriceX96 } =
await configurableCorePool.querySwap(
zeroForOne,
amountSpecified,
sqrtPriceLimitX96
);
let dryRunRes =
JSBI.equal(amount0, param.amount0) &&
JSBI.equal(amount1, param.amount1) &&
JSBI.equal(sqrtPriceX96, param.sqrtPriceX96);

if (!dryRunRes) {
errArr.push(
new Error(
`Result is not match. amount0: ${amount0}, amount1: ${amount1}, actual sqrtPriceX96: ${sqrtPriceX96}`
)
);
}
return Promise.resolve(dryRunRes);
}

async function tryAndSwap(
errArr: Error[],
param: SwapEvent,
amountSpecified: JSBI,
sqrtPriceLimitX96?: JSBI
): Promise<boolean> {
let zeroForOne: boolean = JSBI.greaterThan(param.amount0, ZERO)
? true
: false;
let trySwapRes = await swapWithDryRun(
errArr,
param,
amountSpecified,
sqrtPriceLimitX96
);
if (trySwapRes) {
await configurableCorePool.swap(
zeroForOne,
amountSpecified,
sqrtPriceLimitX96
);

// add AmountSpecified column to swap event database
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// await swapEventDB.addAmountSpecified(
// param.id,
// amountSpecified.toString()
// );
}
return trySwapRes;
}
}

beforeEach(async function () {
Expand Down